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~isPartOf:"The journal of risk model validation"
~person:"Chen, Fen-ying"
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Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying
- In:
The journal of risk model validation
5
(
2011
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pp. 45-69
Persistent link: https://www.econbiz.de/10009356846
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Modeling value-at-risk for international portfolios in different jump-diffusion processes
Chen, Fen-ying
- In:
The journal of risk model validation
7
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2013
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pp. 93-117
Persistent link: https://www.econbiz.de/10009780648
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